+317.0%
JCI vs MDB
+892.0%
-575.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.1% | +4.3% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | -10.1% | -15.2% | +5.0% | -8.8% |
| 3M | -6.8% | -17.9% | +11.1% | -5.7% |
| 6M | +2.0% | +9.3% | -7.3% | -0.4% |
| YTD | +19.2% | -22.0% | +41.2% | +19.3% |
| 1Y | +16.7% | -9.3% | +26.1% | +14.7% |
| 3Y | +194.3% | -10.4% | +204.7% | +178.1% |
| 5Y | +103.0% | -43.2% | +146.3% | +88.8% |
| All | +317.0% | +892.0% | -575.1% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling